Risk.net
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Risk management
For more than 30 years, risk management professionals have turned to Risk.net for exclusive insight into the complexities and nuances of financial risk management and risk transfer. From showcasing the latest quantitative models to analysing regulatory developments in derivatives and clearing, Risk.net promotes best practice in risk monitoring and mitigation. Covering all global capital markets, from equities and interest rates to fixed income and commodities, Risk.net highlights the most important trends in capturing and mitigating market, credit, operational and liquidity risk.
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Latest
The changing shape of bank credit risk post-Covid‑19
As banks and fellow market participants manage a return to some sense of normality following the Covid-19 pandemic, what are the likely long-term implications for data and credit risk management?
Modelling correlation skew with simple arithmetic
This keynote address from the Global Quant Network 2021 details how to construct a simple and highly performant model to incorporate skew information and dependence structure between underlyings applicable to multiple asset classes, including equities,…
Machine learning for non-stationary data – Applications to financial time series
In this keynote address from the Global Quant Network 2021, Kharen Musaelian, co-founder and chief information officer at Duality Group, explores how machine learning can be applied to quant finance – in non-stationary data in particular. Musaelian…
